+189.7%
ALLY vs EXEL
+461.0%
-271.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | +3.1% | +19.0% | -16.0% | -0.3% |
| 3M | -12.6% | +33.3% | -45.8% | -17.3% |
| 6M | -12.4% | +42.9% | -55.3% | -18.5% |
| YTD | -13.2% | +58.7% | -71.9% | -21.0% |
| 1Y | +1.8% | +70.5% | -68.7% | -8.7% |
| 3Y | +58.0% | +233.8% | -175.9% | +20.8% |
| 5Y | -8.4% | +259.3% | -267.8% | -31.9% |
| All | +189.7% | +461.0% | -271.4% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling